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Strategy Returns

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Period and Annualized Total Returns (%) As of 31 Jan 2026
Since
Incep.		 20Y 15Y 10Y 5Y 3Y 1Y YTD 3MO Jan
Micro Cap Composite (Inception date: 30 Sep 2021)
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Gross of Fees 23.86 — — — — 32.08 49.28 9.62 17.66 9.62
Net of Fees 20.19 — — — — 26.95 40.42 8.13 14.84 8.13
Russell MicroCap Index 4.82 — — — — 13.69 29.68 5.59 7.35 5.59
Small Cap Composite (Inception date: 31 Dec 2000)
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Gross of Fees 11.44 8.69 10.26 11.27 14.82 15.28 18.35 6.77 14.00 6.77
Net of Fees 10.36 7.65 9.22 10.24 13.78 14.24 17.28 6.69 13.74 6.69
Russell 2000 Index 8.40 8.02 9.87 11.21 6.16 12.20 15.81 5.35 5.75 5.35
Russell 2000 Value Index 8.86 7.33 9.21 10.76 9.21 10.81 17.90 6.86 10.06 6.86
Small-Mid Cap Composite (Inception date: 31 Dec 2005)
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Gross of Fees 9.45 9.21 10.28 10.00 9.81 7.55 10.22 3.03 6.56 3.03
Net of Fees 8.45 8.22 9.29 9.04 8.88 6.63 9.28 2.95 6.33 2.95
Russell 2500 Index 9.20 8.86 10.64 11.87 7.79 11.99 13.46 4.98 6.60 4.98
Russell 2500 Value Index 8.38 8.07 9.87 11.06 10.80 11.80 15.47 5.91 9.53 5.91
Mid Cap Composite (Inception date: 31 Dec 2013)
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Gross of Fees 8.90 — — 10.39 10.86 9.28 14.30 2.74 6.83 2.74
Net of Fees 8.10 — — 9.60 10.09 8.51 13.50 2.68 6.64 2.68
Russell Midcap Index 10.20 — — 12.10 9.39 12.48 9.33 3.06 4.08 3.06
Russell Midcap Value Index 9.20 — — 10.87 10.80 10.94 11.87 4.28 6.84 4.28
Large Cap Composite (Inception date: 30 Jun 2001)
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Gross of Fees 9.77 9.33 11.40 11.77 9.43 9.43 3.85 1.81 5.31 1.81
Net of Fees 9.03 8.62 10.71 11.10 8.77 8.77 3.23 1.76 5.15 1.76
Russell 1000 Value Index 8.09 8.36 10.94 11.61 12.53 13.67 15.83 4.56 8.07 4.56
Russell 1000 Index 9.43 10.86 13.79 15.38 14.09 20.66 15.31 1.38 1.63 1.38
Large Cap Concentrated Composite (Inception date: 31 Dec 2011)
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Gross of Fees 12.65 — — 13.15 10.79 11.87 6.35 1.08 4.54 1.08
Net of Fees 11.92 — — 12.44 10.13 11.20 5.71 1.03 4.38 1.03
Russell 1000 Value Index 11.84 — — 11.61 12.53 13.67 15.83 4.56 8.07 4.56
Russell 1000 Index 14.83 — — 15.38 14.09 20.66 15.31 1.38 1.63 1.38
Select Composite (Inception date: 30 Jun 2000)
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Gross of Fees 11.73 10.87 13.28 14.64 14.69 16.02 13.04 2.11 7.57 2.11
Net of Fees 10.78 9.95 12.34 13.71 13.77 15.10 12.13 2.04 7.35 2.04
Russell 3000 Index 8.35 10.67 13.53 15.13 13.60 20.18 15.32 1.55 1.81 1.55
Russell 3000 Value Index 8.26 8.28 10.82 11.57 12.32 13.49 15.89 4.66 8.16 4.66
International Composite (Inception date: 31 Dec 2016)
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Gross of Fees 11.76 — — — 10.50 16.46 33.55 6.52 9.02 6.52
Net of Fees 10.92 — — — 9.68 15.58 32.55 6.45 8.81 6.45
MSCI ACWI ex USA Index 9.47 — — — 9.12 16.56 34.87 5.98 9.13 5.98
Long-Short Composite (Inception date: 30 Jun 2000)
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Gross of Fees 8.87 7.87 9.56 10.28 12.37 13.07 15.50 -0.43 3.81 -0.43
Net of Fees 7.78 6.79 8.46 9.18 11.25 11.93 14.34 -0.51 3.55 -0.51
Russell 1000 Index 8.36 10.86 13.79 15.38 14.09 20.66 15.31 1.38 1.63 1.38
60%/40% Blended Index 6.03 7.41 8.98 10.24 9.95 14.30 10.90 0.95 1.36 0.95
Russell 1000 Value Index 8.18 8.36 10.94 11.61 12.53 13.67 15.83 4.56 8.07 4.56
Core Bond Composite (Inception date: 31 Jul 2016)
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Gross of Fees 2.78 — — — 1.23 5.19 7.40 0.41 0.75 0.41
Net of Fees 2.48 — — — 0.93 4.88 7.08 0.39 0.67 0.39
Bloomberg US Aggregate Bond Index 1.50 — — — -0.20 3.65 6.85 0.11 0.58 0.11
Core Plus Bond Composite (Inception date: 31 Dec 2024)
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Gross of Fees 8.39 — — — — — 8.18 0.35 1.15 0.35
Net of Fees 7.96 — — — — — 7.75 0.32 1.05 0.32
Bloomberg US Aggregate Bond Index 6.83 — — — — — 6.85 0.11 0.58 0.11
Intermediate Bond Composite (Inception date: 31 Jul 2021)
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Gross of Fees 2.22 — — — — 5.73 7.55 0.41 1.11 0.41
Net of Fees 1.92 — — — — 5.42 7.22 0.39 1.04 0.39
Bloomberg US Intermediate Aggregate Bond Index 0.82 — — — — 4.27 7.05 0.18 0.97 0.18
Securitized Total Return Composite (Inception date: 30 Jun 2025)
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Gross of Fees 0.32 — — — — — — 0.42 — 0.42
Net of Fees 0.20 — — — — — — 0.36 — 0.36
Bloomberg US Securitized MBS ABS CMBS Index 0.62 — — — — — — 0.40 — 0.40
Short Duration Investment Grade Composite (Inception date: 30 Nov 2021)
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Gross of Fees 4.47 — — — — 7.14 6.32 0.49 1.39 0.49
Net of Fees 4.10 — — — — 6.76 5.95 0.46 1.30 0.46
Bloomberg 1-3 Yr. US Gov./Credit Index 2.50 — — — — 4.57 5.11 0.23 1.05 0.23
Short Duration Securitized Bond Composite (Inception date: 31 Jul 2016)
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Gross of Fees 4.78 — — — 5.16 8.41 6.78 0.52 1.53 0.52
Net of Fees 4.31 — — — 4.68 7.93 6.30 0.48 1.42 0.48
Bloomberg 1-3 Yr. US Gov./Credit Index 2.05 — — — 2.01 4.57 5.11 0.23 1.05 0.23
Period and Annualized Total Returns (%) As of 31 Dec 2025
Since Incep. 20Y 15Y 10Y 5Y 3Y 1Y YTD 4Q25
Micro Cap Composite (Inception date: 30 Sep 2021)
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Gross of Fees 21.73 — — — — 31.62 37.73 37.73 11.95
Net of Fees 18.42 — — — — 27.07 31.20 31.20 10.04
Russell MicroCap Index 3.58 — — — — 15.20 22.98 22.98 6.25
Small Cap Composite (Inception date: 31 Dec 2000)
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Gross of Fees 11.19 8.63 9.75 9.86 13.18 17.14 12.95 12.95 5.12
Net of Fees 10.11 7.59 8.70 8.85 12.16 16.08 11.93 11.93 4.88
Russell 2000 Index 8.21 8.20 9.47 9.62 6.09 13.73 12.81 12.81 2.19
Russell 2000 Value Index 8.61 7.40 8.73 9.27 8.88 11.73 12.59 12.59 3.26
Small-Mid Cap Composite (Inception date: 31 Dec 2005)
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Gross of Fees 9.33 9.33 10.15 8.98 9.19 10.38 9.47 9.47 1.41
Net of Fees 8.33 8.33 9.16 8.02 8.26 9.44 8.54 8.54 1.19
Russell 2500 Index 8.97 8.97 10.38 10.40 7.26 13.75 11.91 11.91 2.22
Russell 2500 Value Index 8.10 8.10 9.56 9.72 10.02 13.21 12.73 12.73 3.15
Mid Cap Composite (Inception date: 31 Dec 2013)
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Gross of Fees 8.72 — — 9.44 10.28 12.10 14.27 14.27 3.84
Net of Fees 7.92 — — 8.66 9.51 11.31 13.47 13.47 3.65
Russell Midcap Index 10.00 — — 11.01 8.67 14.36 10.60 10.60 0.16
Russell Midcap Value Index 8.89 — — 9.78 9.83 12.27 11.05 11.05 1.42
Large Cap Composite (Inception date: 30 Jun 2001)
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Gross of Fees 9.73 9.46 11.42 10.89 8.59 11.04 6.19 6.19 1.45
Net of Fees 8.98 8.75 10.73 10.22 7.94 10.37 5.55 5.55 1.30
Russell 1000 Value Index 7.92 8.32 10.78 10.53 11.33 13.90 15.91 15.91 3.81
Russell 1000 Index 9.40 10.94 13.87 14.59 13.59 22.74 17.37 17.37 2.41
Large Cap Concentrated Composite (Inception date: 31 Dec 2011)
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Gross of Fees 12.64 — — 12.17 10.41 13.79 9.22 9.22 1.33
Net of Fees 11.91 — — 11.46 9.75 13.10 8.56 8.56 1.17
Russell 1000 Value Index 11.56 — — 10.53 11.33 13.90 15.91 15.91 3.81
Russell 1000 Index 14.81 — — 14.59 13.59 22.74 17.37 17.37 2.41
Select Composite (Inception date: 30 Jun 2000)
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Gross of Fees 11.68 10.94 13.22 13.40 14.08 19.82 14.55 14.55 4.62
Net of Fees 10.73 10.01 12.29 12.48 13.17 18.86 13.64 13.64 4.41
Russell 3000 Index 8.31 10.77 13.58 14.29 13.15 22.25 17.15 17.15 2.40
Russell 3000 Value Index 8.10 8.26 10.63 10.46 11.18 13.77 15.71 15.71 3.78
International Composite (Inception date: 31 Dec 2016)
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Gross of Fees 11.09 — — — 9.91 17.35 29.38 29.38 4.06
Net of Fees 10.26 — — — 9.08 16.47 28.41 28.41 3.87
MSCI ACWI ex USA Index 8.86 — — — 7.91 17.33 32.39 32.39 5.05
Long-Short Composite (Inception date: 30 Jun 2000)
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Gross of Fees 8.91 8.11 9.74 9.80 11.87 15.75 21.07 21.07 5.62
Net of Fees 7.82 7.03 8.64 8.70 10.76 14.59 19.86 19.86 5.36
Russell 1000 Index 8.33 10.94 13.87 14.59 13.59 22.74 17.37 17.37 2.41
60%/40% Blended Index 6.01 7.45 9.01 9.78 9.64 15.50 12.12 12.12 1.85
Russell 1000 Value Index 8.02 8.32 10.78 10.53 11.33 13.90 15.91 15.91 3.81
Core Bond Composite (Inception date: 31 Jul 2016)
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Gross of Fees 2.76 — — — 1.07 6.20 7.70 7.70 0.97
Net of Fees 2.46 — — — 0.77 5.89 7.38 7.38 0.90
Bloomberg US Aggregate Bond Index 1.51 — — — -0.36 4.66 7.30 7.30 1.10
Core Plus Bond Composite (Inception date: 31 Dec 2024)
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Gross of Fees 8.74 — — — — — 8.74 8.74 1.26
Net of Fees 8.30 — — — — — 8.30 8.30 1.15
Bloomberg US Aggregate Bond Index 7.30 — — — — — 7.30 7.30 1.10
Intermediate Bond Composite (Inception date: 31 Jul 2021)
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Gross of Fees 2.17 — — — — 6.42 7.83 7.83 1.18
Net of Fees 1.87 — — — — 6.10 7.51 7.51 1.10
Bloomberg US Intermediate Aggregate Bond Index 0.80 — — — — 5.01 7.45 7.45 1.35
Securitized Total Return Composite (Inception date: 30 Jun 2025)
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Gross of Fees -0.10 — — — — — — — —
Net of Fees -0.16 — — — — — — — —
Bloomberg US Securitized MBS ABS CMBS Index 0.21 — — — — — — — —
Short Duration Investment Grade Composite (Inception date: 30 Nov 2021)
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Gross of Fees 4.43 — — — — 7.43 6.55 6.55 1.18
Net of Fees 4.07 — — — — 7.06 6.18 6.18 1.09
Bloomberg 1-3 Yr. US Gov./Credit Index 2.50 — — — — 4.77 5.35 5.35 1.16
Short Duration Securitized Bond Composite (Inception date: 31 Jul 2016)
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Gross of Fees 4.76 — — — 5.27 8.83 7.15 7.15 1.05
Net of Fees 4.29 — — — 4.80 8.34 6.67 6.67 0.94
Bloomberg 1-3 Yr. US Gov./Credit Index 2.04 — — — 1.97 4.77 5.35 5.35 1.16
Calendar Year Returns (%) as of 31 Dec
2016201720182019202020212022202320242025
Micro Cap Composite1 (Inception date: 30 Sep 2021)
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Gross of Fees 11.44 -9.30 28.98 28.27 37.73
Net of Fees 10.90 -9.83 26.50 23.63 31.20
Russell MicroCap Index -2.66 -21.96 9.33 13.70 22.98
Small Cap Composite (Inception date: 31 Dec 2000)
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Gross of Fees 15.61 12.05 -14.03 22.92 0.77 34.17 -13.90 24.47 14.32 12.95
Net of Fees 14.45 10.93 -14.85 21.82 -0.14 32.97 -14.67 23.35 13.29 11.93
Russell 2000 Index 21.31 14.65 -11.01 25.52 19.96 14.82 -20.44 16.93 11.54 12.81
Russell 2000 Value Index 31.74 7.84 -12.86 22.39 4.63 28.27 -14.48 14.65 8.05 12.59
Small-Mid Cap Composite (Inception date: 31 Dec 2005)
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Gross of Fees 19.30 9.63 -11.71 28.84 2.29 32.34 -12.80 12.45 9.24 9.47
Net of Fees 18.17 8.59 -12.51 27.75 1.42 31.22 -13.54 11.50 8.31 8.54
Russell 2500 Index 17.59 16.81 -10.00 27.77 19.99 18.18 -18.37 17.42 12.00 11.91
Russell 2500 Value Index 25.20 10.36 -12.36 23.56 4.88 27.78 -13.08 15.98 10.98 12.73
Mid Cap Composite (Inception date: 31 Dec 2013)
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Gross of Fees 19.62 11.31 -9.55 26.73 -1.00 32.38 -12.50 10.66 11.39 14.27
Net of Fees 18.66 10.46 -10.21 25.84 -1.69 31.45 -13.12 9.88 10.61 13.47
Russell Midcap Index 13.80 18.52 -9.06 30.54 17.10 22.58 -17.32 17.23 15.34 10.60
Russell Midcap Value Index 20.00 13.34 -12.29 27.06 4.96 28.34 -12.03 12.71 13.07 11.05
Large Cap Composite (Inception date: 30 Jun 2001)
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Gross of Fees 15.27 21.10 -8.81 32.96 9.99 26.50 -12.83 14.37 12.74 6.19
Net of Fees 14.57 20.37 -9.36 32.16 9.33 25.74 -13.35 13.68 12.06 5.55
Russell 1000 Value Index 17.34 13.66 -8.27 26.54 2.80 25.16 -7.54 11.46 14.37 15.91
Russell 1000 Index 12.05 21.69 -4.78 31.43 20.96 26.45 -19.13 26.53 24.51 17.37
Large Cap Concentrated Composite (Inception date: 31 Dec 2011)
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Gross of Fees 19.17 19.26 -7.17 31.76 10.51 27.43 -12.59 17.32 14.97 9.22
Net of Fees 18.33 18.48 -7.77 30.90 9.79 26.65 -13.12 16.62 14.28 8.56
Russell 1000 Value Index 17.34 13.66 -8.27 26.54 2.80 25.16 -7.54 11.46 14.37 15.91
Russell 1000 Index 12.05 21.69 -4.78 31.43 20.96 26.45 -19.13 26.53 24.51 17.37
Select Composite (Inception date: 30 Jun 2000)
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Gross of Fees 10.84 21.26 -11.19 31.91 15.64 34.48 -16.47 31.65 14.05 14.55
Net of Fees 9.90 20.23 -11.93 30.86 14.72 33.41 -17.14 30.60 13.14 13.64
Russell 3000 Index 12.74 21.13 -5.24 31.02 20.89 25.66 -19.21 25.96 23.81 17.15
Russell 3000 Value Index 18.40 13.19 -8.58 26.26 2.87 25.37 -7.98 11.66 13.98 15.71
International Composite (Inception date: 31 Dec 2016)
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Gross of Fees 32.22 -9.62 24.95 7.64 13.73 -12.76 19.18 4.81 29.38
Net of Fees 31.23 -10.30 24.01 6.83 12.87 -13.41 18.29 4.03 28.41
MSCI ACWI ex USA Index 27.19 -14.20 21.51 10.65 7.82 -16.00 15.62 5.53 32.39
Long-Short Composite (Inception date: 30 Jun 2000)
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Gross of Fees 12.34 7.85 -5.46 25.15 1.41 21.40 -6.92 14.27 12.09 21.07
Net of Fees 11.33 6.88 -6.31 24.02 0.50 20.30 -7.75 13.25 10.97 19.86
Russell 1000 Index 12.05 21.69 -4.78 31.43 20.96 26.45 -19.13 26.53 24.51 17.37
60%/40% Blended Index 7.33 12.92 -1.92 19.15 13.30 15.35 -10.86 17.82 16.63 12.12
Russell 1000 Value Index 17.34 13.66 -8.27 26.54 2.80 25.16 -7.54 11.46 14.37 15.91
Core Bond Composite2 (Inception date: 31 Jul 2016)
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Gross of Fees -2.44 4.64 2.06 8.56 8.34 -0.55 -11.47 7.06 3.88 7.70
Net of Fees -2.56 4.33 1.77 8.24 8.03 -0.84 -11.73 6.75 3.58 7.38
Bloomberg US Aggregate Bond Index -3.14 3.54 0.01 8.72 7.51 -1.54 -13.01 5.53 1.25 7.30
Core Plus Bond Composite (Inception date: 31 Dec 2024)
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Gross of Fees 8.74
Net of Fees 8.30
Bloomberg US Aggregate Bond Index 7.30
Intermediate Bond Composite3 (Inception date: 31 Jul 2021)
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Gross of Fees -1.02 -7.83 6.60 4.84 7.83
Net of Fees -1.14 -8.09 6.29 4.53 7.51
Bloomberg US Intermediate Aggregate Bond Index -1.17 -9.51 5.18 2.47 7.45
Short Duration Investment Grade Composite4 (Inception date: 30 Nov 2021)
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Gross of Fees -0.09 -3.64 7.86 7.89 6.55
Net of Fees -0.12 -3.98 7.49 7.52 6.18
Bloomberg 1-3 Yr. US Gov./Credit Index -0.15 -3.69 4.61 4.36 5.35
Short Duration Securitized Bond Composite2 (Inception date: 31 Jul 2016)
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Gross of Fees 0.87 4.89 3.77 5.34 3.65 3.27 -2.88 9.48 9.90 7.15
Net of Fees 0.68 4.42 3.31 4.87 3.18 2.80 -3.31 8.98 9.40 6.67
Bloomberg 1-3 Yr. US Gov./Credit Index -0.38 0.84 1.60 4.03 3.33 -0.47 -3.69 4.61 4.36 5.35

1 2021 returns represent the time period 30 Sep 2021 - 31 Dec 2021.

2 2016 returns represent the time period 31 Jul 2016 - 31 Dec 2016

3 2021 returns represent the time period 31 Jul 2021 - 31 Dec 2021.

4 2021 returns represent the time period 30 Nov 2021 - 31 Dec 2021.

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Past performance is not a guarantee of future results. Composite results reflect the reinvestment of dividends, capital gains and other earnings when appropriate. Net returns are calculated by reducing the gross returns by the highest stated fee in the composite fee schedule. Only transaction costs are deducted from gross of fees returns. Prior to 30 September 2022, actual fees were used in calculating net returns. All net returns were changed retroactively to reflect the highest fee in the composite fee schedule. To view a GIPS Report for all composites, click here.

Index data source: London Stock Exchange Group PLC, MSCI, Inc. and Bloomberg Index Services Limited. See diamond-hill.com/disclosures for a full copy of the disclaimer.

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